Generating random data from Kernel density estimator

Hi,

I h've fitted my data to kernel PDF. Now to get random number from this distribution I want to generate using Metropolis-Hastings algorithm. After lot of search I found that mhsample is a built in function in MATLAB. but unable to understand how to use it for my problem. I h've problem in defining propdf and proprnd argument. If anybody can help me a bit, will be helpful.

Answer 1

[Poulomi Ganguli]

This is simple. First, estimate kernel density parameters from data vector, using fitdist:

pd = fitdist(X,'kernel');

Use this parameters to generate random samples, where 100x1 is the desired random samples:

Y = random(pd, [100,1]);
or Y = pd.random(100,1);

Answer 2

[Abraham]

Hello, I would like to ask the same question because in the information provided by the matlab help it seems that the "Metropolis-Hastings" only sampling from analytical expressions.

Cheers

Answer 3

[hamid mirzaeefard]

Hi.

This is my question too.

I need random data with kernel distribution but I don't know how can do it.